As of: 12-Oct-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 39,701 1.40000 1.51000 1.48000 1.47520 39,701 39,701 T/N 0.000 0.000 0.000 0.000 0.000 1,000 1,000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 39,701 0.000 0.000 0.000 0.000 40,701 40,701 less than 1 month (not incl. of O/N,T/N,call)1/ 0.000 0.000 0.000 0.000 0.000 10,930 20,085 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,890 9,800 2 month 3/ 0.000 0.000 0.000 0.000 0.000 20,090 16,390 3 month 4/ 1,600 1.640 1.680 n.a. 1.660 11,365 2,935 6 month 5/ 0.000 0.000 0.000 0.000 0.000 2,935 0.000 9 month 6/ 0.000 0.000 0.000 0.000 0.000 0.000 0.0000 12 month 7/ 0.000 0.000 0.000 0.000 0.000 0.000 0.0000 Total Term Transactions 1,600 0.000 0.000 0.000 0.000 49,210 49,210 Grand Total 41,301 1.40000 1.68000 1.48000 1.48236 89,911 89,911 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand